NAUKRI
Info Edge (I) Ltd
Historical option data for NAUKRI
11 Dec 2024 04:13 PM IST
| NAUKRI 26DEC2024 8700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 6.85
Theta: -6.99
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 8557.05 | 144 | 9.25 | 26.26 | 561 | -11 | 525 | |||
| 10 Dec | 8519.60 | 134.75 | 14.80 | 28.70 | 387 | 23 | 535 | |||
| 9 Dec | 8418.85 | 119.95 | -18.00 | 29.23 | 334 | 11 | 511 | |||
| 6 Dec | 8483.90 | 137.95 | -37.05 | 26.40 | 403 | -36 | 504 | |||
| 5 Dec | 8521.55 | 175 | 38.65 | 28.00 | 5,691 | 362 | 548 | |||
| 4 Dec | 8445.55 | 136.35 | -14.65 | 26.20 | 401 | 29 | 187 | |||
| 3 Dec | 8472.50 | 151 | -15.75 | 27.81 | 268 | 21 | 157 | |||
|
|
||||||||||
| 2 Dec | 8447.20 | 166.75 | 57.75 | 29.25 | 378 | 22 | 136 | |||
| 29 Nov | 8255.30 | 109 | -23.15 | 27.33 | 173 | 28 | 115 | |||
| 28 Nov | 8201.95 | 132.15 | -36.85 | 32.02 | 75 | 0 | 86 | |||
| 27 Nov | 8342.80 | 169 | 32.40 | 30.82 | 46 | 17 | 86 | |||
| 26 Nov | 8247.55 | 136.6 | 9.65 | 30.13 | 15 | 3 | 69 | |||
| 25 Nov | 8195.30 | 126.95 | 47.95 | 28.14 | 97 | 67 | 67 | |||
| 22 Nov | 7999.95 | 79 | 28.89 | 33 | 25 | 25 | ||||
For Info Edge (I) Ltd - strike price 8700 expiring on 26DEC2024
Delta for 8700 CE is 0.44
Historical price for 8700 CE is as follows
On 11 Dec NAUKRI was trading at 8557.05. The strike last trading price was 144, which was 9.25 higher than the previous day. The implied volatity was 26.26, the open interest changed by -11 which decreased total open position to 525
On 10 Dec NAUKRI was trading at 8519.60. The strike last trading price was 134.75, which was 14.80 higher than the previous day. The implied volatity was 28.70, the open interest changed by 23 which increased total open position to 535
On 9 Dec NAUKRI was trading at 8418.85. The strike last trading price was 119.95, which was -18.00 lower than the previous day. The implied volatity was 29.23, the open interest changed by 11 which increased total open position to 511
On 6 Dec NAUKRI was trading at 8483.90. The strike last trading price was 137.95, which was -37.05 lower than the previous day. The implied volatity was 26.40, the open interest changed by -36 which decreased total open position to 504
On 5 Dec NAUKRI was trading at 8521.55. The strike last trading price was 175, which was 38.65 higher than the previous day. The implied volatity was 28.00, the open interest changed by 362 which increased total open position to 548
On 4 Dec NAUKRI was trading at 8445.55. The strike last trading price was 136.35, which was -14.65 lower than the previous day. The implied volatity was 26.20, the open interest changed by 29 which increased total open position to 187
On 3 Dec NAUKRI was trading at 8472.50. The strike last trading price was 151, which was -15.75 lower than the previous day. The implied volatity was 27.81, the open interest changed by 21 which increased total open position to 157
On 2 Dec NAUKRI was trading at 8447.20. The strike last trading price was 166.75, which was 57.75 higher than the previous day. The implied volatity was 29.25, the open interest changed by 22 which increased total open position to 136
On 29 Nov NAUKRI was trading at 8255.30. The strike last trading price was 109, which was -23.15 lower than the previous day. The implied volatity was 27.33, the open interest changed by 28 which increased total open position to 115
On 28 Nov NAUKRI was trading at 8201.95. The strike last trading price was 132.15, which was -36.85 lower than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 86
On 27 Nov NAUKRI was trading at 8342.80. The strike last trading price was 169, which was 32.40 higher than the previous day. The implied volatity was 30.82, the open interest changed by 17 which increased total open position to 86
On 26 Nov NAUKRI was trading at 8247.55. The strike last trading price was 136.6, which was 9.65 higher than the previous day. The implied volatity was 30.13, the open interest changed by 3 which increased total open position to 69
On 25 Nov NAUKRI was trading at 8195.30. The strike last trading price was 126.95, which was 47.95 higher than the previous day. The implied volatity was 28.14, the open interest changed by 67 which increased total open position to 67
On 22 Nov NAUKRI was trading at 7999.95. The strike last trading price was 79, which was lower than the previous day. The implied volatity was 28.89, the open interest changed by 25 which increased total open position to 25
| NAUKRI 26DEC2024 8700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 6.86
Theta: -4.91
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 8557.05 | 236.85 | -74.00 | 27.50 | 40 | 12 | 69 |
| 10 Dec | 8519.60 | 310.85 | -47.05 | 30.77 | 9 | 5 | 58 |
| 9 Dec | 8418.85 | 357.9 | 52.55 | 30.70 | 46 | -9 | 51 |
| 6 Dec | 8483.90 | 305.35 | 0.60 | 26.40 | 2 | 0 | 60 |
| 5 Dec | 8521.55 | 304.75 | -222.45 | 29.20 | 303 | 59 | 61 |
| 4 Dec | 8445.55 | 527.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 8472.50 | 527.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 8447.20 | 527.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 8255.30 | 527.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 8201.95 | 527.2 | 0.00 | 0.00 | 0 | 2 | 0 |
| 27 Nov | 8342.80 | 527.2 | -729.15 | 37.70 | 3 | 2 | 2 |
| 26 Nov | 8247.55 | 1256.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 8195.30 | 1256.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 7999.95 | 1256.35 | - | 0 | 0 | 0 | |
For Info Edge (I) Ltd - strike price 8700 expiring on 26DEC2024
Delta for 8700 PE is -0.56
Historical price for 8700 PE is as follows
On 11 Dec NAUKRI was trading at 8557.05. The strike last trading price was 236.85, which was -74.00 lower than the previous day. The implied volatity was 27.50, the open interest changed by 12 which increased total open position to 69
On 10 Dec NAUKRI was trading at 8519.60. The strike last trading price was 310.85, which was -47.05 lower than the previous day. The implied volatity was 30.77, the open interest changed by 5 which increased total open position to 58
On 9 Dec NAUKRI was trading at 8418.85. The strike last trading price was 357.9, which was 52.55 higher than the previous day. The implied volatity was 30.70, the open interest changed by -9 which decreased total open position to 51
On 6 Dec NAUKRI was trading at 8483.90. The strike last trading price was 305.35, which was 0.60 higher than the previous day. The implied volatity was 26.40, the open interest changed by 0 which decreased total open position to 60
On 5 Dec NAUKRI was trading at 8521.55. The strike last trading price was 304.75, which was -222.45 lower than the previous day. The implied volatity was 29.20, the open interest changed by 59 which increased total open position to 61
On 4 Dec NAUKRI was trading at 8445.55. The strike last trading price was 527.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NAUKRI was trading at 8472.50. The strike last trading price was 527.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NAUKRI was trading at 8447.20. The strike last trading price was 527.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NAUKRI was trading at 8255.30. The strike last trading price was 527.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NAUKRI was trading at 8201.95. The strike last trading price was 527.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 27 Nov NAUKRI was trading at 8342.80. The strike last trading price was 527.2, which was -729.15 lower than the previous day. The implied volatity was 37.70, the open interest changed by 2 which increased total open position to 2
On 26 Nov NAUKRI was trading at 8247.55. The strike last trading price was 1256.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NAUKRI was trading at 8195.30. The strike last trading price was 1256.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov NAUKRI was trading at 7999.95. The strike last trading price was 1256.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
